+62.6%
IOT vs ARES
+108.9%
-46.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +3.1% |
| 30D | -1.8% | +1.3% | -3.1% | -2.7% |
| 3M | +17.9% | +10.4% | +7.5% | +8.8% |
| 6M | +13.5% | +29.0% | -15.5% | -8.0% |
| YTD | +13.3% | -12.2% | +25.5% | +19.6% |
| 1Y | -3.3% | -18.4% | +15.1% | +7.2% |
| 3Y | +31.3% | +43.2% | -11.8% | -14.3% |
| All | +62.6% | +108.9% | -46.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling